+205.9%
MCD vs DPZ
+129.5%
+76.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.9% | -3.5% | +1.6% | -1.2% |
| 30D | +16.6% | +5.7% | +10.9% | +15.3% |
| 3M | +0.9% | -7.5% | +8.4% | +2.4% |
| 6M | +1.5% | +6.2% | -4.7% | 0.0% |
| YTD | -8.3% | -19.8% | +11.5% | -4.8% |
| 1Y | -8.1% | -18.0% | +9.8% | -5.1% |
| 3Y | +10.3% | -8.8% | +19.1% | +10.4% |
| 5Y | +23.4% | -30.2% | +53.6% | +27.9% |
| 10Y | +205.9% | +132.0% | +73.9% | +176.7% |
| All | +205.9% | +129.5% | +76.4% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling